GLP J-Reit GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:15.08% (+0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 19.61 | |
| 0.1095 | 23.04 | |
| 0.8495 | 158.02 |
Estimation Period:
Dec 24, 2012 to Feb 6, 2026
Dec 24, 2012 to Feb 6, 2026
News Impact Curve
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